PCA Index Dashboard Examples

This script was last run at 2024-03-19 20:59:20.531952+00:00 (UTC)
In US/Central Time, this is 2024-03-19 15:59:20.531952-05:00

	High Yield Index OAS	10Y-2Y Spread	VIX	CP - Treasury Spread, 3m	NASDAQ Ret (transformed)	10-Year Treasury (transformed)
DATE
1997-01-02	-0.897377	-0.475547	0.085744	-0.007912	0.545613	0.254698
1997-01-03	-0.885668	-0.475547	-0.156045	0.007604	0.745181	0.205543
1997-01-06	-0.881766	-0.475547	-0.064622	-0.015671	0.778057	0.269482
1997-01-07	-0.881766	-0.454721	-0.129581	-0.046703	0.837680	0.383090
1997-01-08	-0.893474	-0.454721	-0.022520	-0.085494	0.785718	0.496306
...	...	...	...	...	...	...
2024-03-12	-0.842736	-1.506446	-0.792398	1.815243	1.034485	0.037066
2024-03-13	-0.862251	-1.506446	-0.803224	1.760936	1.064957	0.154009
2024-03-14	-0.862251	-1.475206	-0.725033	1.760936	0.887894	0.499683
2024-03-15	-0.858348	-1.496032	-0.723830	1.691113	0.831911	0.578966
2024-03-18	-0.870057	-1.475206	-0.733454	1.652323	0.714628	0.682826

7189 rows × 6 columns

pc1

DATE
1997-01-02   -0.578503
1997-01-03   -0.684679
1997-01-06   -0.667573
1997-01-07   -0.703957
1997-01-08   -0.673616
                ...   
2024-03-12   -1.589553
2024-03-13   -1.611565
2024-03-14   -1.594360
2024-03-15   -1.582520
2024-03-18   -1.565698
Name: PC1, Length: 7189, dtype: float64

# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()

<Axes: xlabel='DATE'>

fig = px.line(pc1)
fig.show()